CAPMuge2 - Capital Asset Pricing Modellen Hans Sommerfeldt...

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Capital Asset Pricing Modellen Hans Sommerfeldt October 6, 2004
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1 CAPM 1 1. CAPM 1.1. Ingen transaktionsomkostninger. Alle aktiver handles. Investeringer uendelig delelige. Ingen privat information. ar i 1.2. Implikationer for investorer: Alle investorer holder den identiske markedsporte³lje. Der eksisterer et risikofrit aktiv. ane til samme risikofri rente.
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1 CAPM 2 1.3. a individuelle aktiver a ethvert aktiv er for en den yderligere risiko dette aktiv tilf±jer den samlede portef±lje. I en CAPM-verden er det den yderligere risiko aktivet bidrager med til ales denne yderligere risiko vha.
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This note was uploaded on 12/28/2009 for the course FEWEB CORPFIN taught by Professor Dorsman during the Spring '09 term at Vrije Universiteit Amsterdam.

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CAPMuge2 - Capital Asset Pricing Modellen Hans Sommerfeldt...

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